The error you are getting indicates that the package you try to use is / has not been installed.
Package installation from within RLink is currently possible only on Windows. Moreover, for Mac and Linux, and if you want to install packages you will generally need to use external R installation with RLink, rather than the one that comes bundled with it.
What this means is that you will have to first install an external version of R separately. Then you can install the packages you need, using R console / command prompt, that comes with that R installation. Then you should be able to use RLink with that external R and use the R packages you need.
If you are on Windows, I would still recommend to use external R installation, since the one that comes with RLink is pretty old.